Banking risks around the world : the implicit safety net subsidy approach / Luc Laeven

The degree of risk taking by a bank is related to the size of the gross subsidy that has been extended to the bank by the safety net. This subsidy can be calculated by applying a technique that models deposit insurance as a put option on the bank's assets

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Bibliographische Detailangaben
Hauptverfasser:Laeven, Luc
Körperschaften:World Bank
Format: Online-Resource
Sprache:Englisch
Veröffentlicht:Washington, D.C : World Bank, Financial Sector Strategy and Policy Dept, 2000
Schriftenreihe:Policy research working paper
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Internet:URL des Erstveröffentlichers
Details
Zusammenfassung:The degree of risk taking by a bank is related to the size of the gross subsidy that has been extended to the bank by the safety net. This subsidy can be calculated by applying a technique that models deposit insurance as a put option on the bank's assets
Beschreibung:"November 2000"--Cover. - Includes bibliographical references (p. 22-23). - Title from title screen as viewed on Oct. 04, 2002
Nebentitel: Implicit safety net subsidy approach
Beschreibung:1 Online-Ressource (34 Seiten)